Backtesting

Backtesting Trading Strategies with Jupyter Notebook

This Jupyter Notebook backtests two simple trading strategies: the Ichimoku Strategy and the EMA Cross Strategy, using the following libraries:

• TA-Lib
• Backtesting
• QuantStats

Features

1. Data Import: Import financial data in .pkl format.
2. Strategy Creation: Define and implement the Ichimoku and EMAcross trading strategies.
3. Optimization: Adjust parameters to optimize performance.
4. Results: Analyze trading performance and statistics.

Strategies Backtesting Report

1. Ichimoku Strategy: Utilizes Ichimoku Cloud indicators for trading decisions.
2. EMAcross Strategy: Relies on Exponential Moving Average crossovers for generating trade signals.

Go to the project

Jupyter Notebook

---

🔙 Back to portfolio